The second seed Indian lost against sixth seed Chinese player, Shixian Wang 21-8 21-14 in a 34-minute quarterfinal battle.
"I knew I was struggling with my movements," said Saina.
"I did try and rotate the shots but nothing was working."
The disappointment fell heavy on the Indian badminton fans, who have cheered Saina on over her brilliant success in three tournaments, namely the Indian Open, Singapore Super Series and Indonesia Super Series, making her world number two.
The bad run for India did not stop at that as mixed doubles pair Jwala Gutta and V Diju also exited the tournament. They fell to to 12th seeds Sung Hyun Ko and Jung Eun of South Korean 16-21, 19-21 in a 31-minute battle.